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A Panel Data Toolbox for MATLAB

Author

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  • Álvarez, Inmaculada C.
  • Barbero, Javier
  • Zofío, José L.

Abstract

Panel Data Toolbox is a new package for MATLAB that includes functions to estimate the main econometric methods of balanced and unbalanced panel data analysis. The package includes code for the standard fixed, between and random effects estimation methods, as well as for the existing instrumental panels and a wide array of spatial panels. A full set of relevant tests is also included. This paper describes the methodology and implementation of the functions and illustrates their use with well-known examples. We perform numerical checks against other popular commercial and free software to show the validity of the results.

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  • Álvarez, Inmaculada C. & Barbero, Javier & Zofío, José L., 2017. "A Panel Data Toolbox for MATLAB," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 76(i06).
    • Handle: RePEc:jss:jstsof:v:076:i06
    DOI: http://hdl.handle.net/10.18637/jss.v076.i06
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    5. Álvarez, Inmaculada C. & Barbero, Javier & Zofío, José L., 2016. "A spatial autoregressive panel model to analyze road network spillovers on production," Transportation Research Part A: Policy and Practice, Elsevier, vol. 93(C), pages 83-92.
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    9. Bao Hoang Nguyen & Robin C. Sickles & Valentin Zelenyuk, 2022. "Efficiency Analysis with Stochastic Frontier Models Using Popular Statistical Softwares," Springer Books, in: Duangkamon Chotikapanich & Alicia N. Rambaldi & Nicholas Rohde (ed.), Advances in Economic Measurement, chapter 0, pages 129-171, Springer.
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    12. Kok Fong See & Shawna Grosskopf & Vivian Valdmanis & Valentin Zelenyuk, 2021. "What do we know from the vast literature on efficiency and productivity in healthcare? A Systematic Review and Bibliometric Analysis," CEPA Working Papers Series WP072021, School of Economics, University of Queensland, Australia.
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    More about this item

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation

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